+78.5%
AME vs INDA
+8.7%
+69.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +5.9% | +1.1% | +4.8% | +5.3% |
| 30D | -1.9% | +9.4% | -11.3% | -6.8% |
| 3M | -5.4% | +2.9% | -8.3% | -7.0% |
| 6M | +4.9% | +7.2% | -2.3% | +0.8% |
| YTD | +18.5% | -4.8% | +23.3% | +21.3% |
| 1Y | +25.5% | -5.1% | +30.5% | +28.6% |
| 3Y | +63.0% | +16.7% | +46.4% | +43.6% |
| All | +78.5% | +8.7% | +69.8% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling